Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-13 0.240059 0.259518 0.280347 0.304392 0.331499 0.361243 0.396534
2025-04-20 0.214650 0.239886 0.268240 0.302733 0.343936 0.392064 0.453266
2025-04-27 0.196308 0.225048 0.258577 0.301110 0.354400 0.420046 0.508806
2025-05-04 0.181863 0.212914 0.250295 0.299436 0.363630 0.446585 0.565343
2025-05-11 0.171127 0.204065 0.244836 0.300188 0.375336 0.476948 0.630780
2025-05-18 0.158254 0.191392 0.233298 0.291647 0.373341 0.487979 0.669901
2025-05-25 0.146630 0.179422 0.221640 0.281699 0.368046 0.493228 0.700490
2025-06-01 0.140198 0.173728 0.217741 0.281845 0.376772 0.519582 0.768018
2025-06-08 0.137040 0.172092 0.219063 0.289233 0.396572 0.564896 0.874932
2025-06-15 0.132452 0.168173 0.216872 0.291199 0.408105 0.598221 0.966942
2025-06-22 0.127282 0.163120 0.212698 0.289771 0.413974 0.622582 1.046671
2025-06-29 0.122424 0.158221 0.208406 0.287750 0.418531 0.645004 1.126939
2025-07-06 0.115697 0.150478 0.199730 0.278609 0.410902 0.645528 1.163393
2025-07-13 0.112302 0.147341 0.197652 0.279685 0.420679 0.679430 1.282005
2025-07-20 0.108950 0.144089 0.195190 0.279911 0.428916 0.711470 1.405199
2025-07-27 0.105693 0.140811 0.192487 0.279503 0.435906 0.741955 1.533666
2025-08-03 0.103107 0.138401 0.190966 0.280914 0.446314 0.780999 1.697939
2025-08-10 0.098683 0.133043 0.184579 0.273604 0.439537 0.782147 1.754703
2025-08-17 0.094202 0.127437 0.177565 0.264808 0.429180 0.774125 1.782148
2025-08-24 0.092007 0.125233 0.175848 0.265133 0.436674 0.807569 1.952238
2025-08-31 0.091344 0.125336 0.177802 0.272030 0.457908 0.876629 2.273432
2025-09-07 0.089681 0.123810 0.177021 0.273917 0.469037 0.923180 2.538910
2025-09-14 0.087489 0.121371 0.174621 0.272666 0.473410 0.953334 2.756523